+224.4%
FITB vs IOVA
+12.2%
+212.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +0.5% | -8.5% | +9.0% | +1.1% |
| 30D | +7.0% | -44.7% | +51.7% | +11.0% |
| 3M | -4.4% | +26.2% | -30.6% | -8.1% |
| 6M | +11.6% | +123.2% | -111.7% | +0.6% |
| YTD | +18.6% | +196.0% | -177.4% | +2.7% |
| 1Y | +29.8% | +240.9% | -211.1% | +10.5% |
| 3Y | +140.7% | +103.5% | +37.2% | +95.6% |
| 5Y | +48.6% | -65.5% | +114.1% | +34.2% |
| 10Y | +224.4% | +7.0% | +217.4% | +169.9% |
| All | +224.4% | +12.2% | +212.2% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling